NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 23-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
72.44 |
71.69 |
-0.75 |
-1.0% |
84.82 |
High |
72.44 |
72.29 |
-0.15 |
-0.2% |
84.82 |
Low |
70.60 |
71.54 |
0.94 |
1.3% |
73.74 |
Close |
70.66 |
71.67 |
1.01 |
1.4% |
75.78 |
Range |
1.84 |
0.75 |
-1.09 |
-59.2% |
11.08 |
ATR |
3.37 |
3.24 |
-0.12 |
-3.7% |
0.00 |
Volume |
1,314 |
730 |
-584 |
-44.4% |
3,966 |
|
Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.08 |
73.63 |
72.08 |
|
R3 |
73.33 |
72.88 |
71.88 |
|
R2 |
72.58 |
72.58 |
71.81 |
|
R1 |
72.13 |
72.13 |
71.74 |
71.98 |
PP |
71.83 |
71.83 |
71.83 |
71.76 |
S1 |
71.38 |
71.38 |
71.60 |
71.23 |
S2 |
71.08 |
71.08 |
71.53 |
|
S3 |
70.33 |
70.63 |
71.46 |
|
S4 |
69.58 |
69.88 |
71.26 |
|
|
Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111.35 |
104.65 |
81.87 |
|
R3 |
100.27 |
93.57 |
78.83 |
|
R2 |
89.19 |
89.19 |
77.81 |
|
R1 |
82.49 |
82.49 |
76.80 |
80.30 |
PP |
78.11 |
78.11 |
78.11 |
77.02 |
S1 |
71.41 |
71.41 |
74.76 |
69.22 |
S2 |
67.03 |
67.03 |
73.75 |
|
S3 |
55.95 |
60.33 |
72.73 |
|
S4 |
44.87 |
49.25 |
69.69 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
75.48 |
2.618 |
74.25 |
1.618 |
73.50 |
1.000 |
73.04 |
0.618 |
72.75 |
HIGH |
72.29 |
0.618 |
72.00 |
0.500 |
71.92 |
0.382 |
71.83 |
LOW |
71.54 |
0.618 |
71.08 |
1.000 |
70.79 |
1.618 |
70.33 |
2.618 |
69.58 |
4.250 |
68.35 |
|
|
Fisher Pivots for day following 23-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
71.92 |
73.41 |
PP |
71.83 |
72.83 |
S1 |
71.75 |
72.25 |
|